White Noise Analysis Approach to Clark Formula
碩士 === 國立高雄大學 === 統計學研究所 === 95 === The representation of functionals of Brownian motion in terms of stochastic integral with respect to Brownian motion is known as Clark formula. In this paper, we are devoted to the derivation of Clark formula for a given generalized white noise functional. A gener...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | en_US |
| Published: |
2007
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| Online Access: | http://ndltd.ncl.edu.tw/handle/07359112660248010274 |
